-53.2%
TE vs CNH
+69.7%
-122.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | -0.4% |
| 7D | -4.0% | +23.3% | -27.3% | -12.7% |
| 30D | -15.9% | +33.5% | -49.4% | -26.6% |
| 3M | -60.5% | +32.7% | -93.3% | -65.5% |
| 6M | -35.2% | +22.2% | -57.4% | -41.7% |
| YTD | -31.1% | +57.7% | -88.8% | -45.5% |
| 1Y | +148.6% | +28.0% | +120.7% | +113.8% |
| 3Y | -26.4% | +11.5% | -37.9% | -32.6% |
| 5Y | -48.0% | +11.9% | -59.9% | -52.3% |
| All | -53.2% | +69.7% | -122.9% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling